Bayesian Inference for Retrospective Population Genetics Models Using Markov Chain Monte Carlo Methods

Genetics, the science of heredity and variation in living organisms, has a central role in medicine, in breeding crops and livestock, and in studying fundamental topics of biological sciences such as evolution and cell functioning. Currently the field of genetics is under a rapid development because of the recent advances in technologies by which molecular data can be obtained from living organisms. In order that most information from such data can be extracted, the analyses need to be carried out using statistical models that are tailored to take account of the particular genetic processes. In this thesis we formulate and analyze Bayesian models for genetic marker data of contemporary individuals. The major focus is on the modeling of the unobserved recent ancestry of the sampled individuals (say, for tens of generations or so), which is carried out by using explicit probabilistic reconstructions of the pedigree structures accompanied by the gene flows at the marker loci. For such a recent history, the recombination process is the major genetic force that shapes the genomes of the individuals, and it is included in the model by assuming that the recombination fractions between the adjacent markers are known. The posterior distribution of the unobserved history of the individuals is studied conditionally on the observed marker data by using a Markov chain Monte Carlo algorithm (MCMC). The example analyses consider estimation of the population structure, relatedness structure (both at the level of whole genomes as well as at each marker separately), and haplotype configurations. For situations where the pedigree structure is partially known, an algorithm to create an initial state for the MCMC algorithm is given. Furthermore, the thesis includes an extension of the model for the recent genetic history to situations where also a quantitative phenotype has been measured from the contemporary individuals. In that case the goal is to identify positions on the genome that affect the observed phenotypic values. This task is carried out within the Bayesian framework, where the number and the relative effects of the quantitative trait loci are treated as random variables whose posterior distribution is studied conditionally on the observed genetic and phenotypic data. In addition, the thesis contains an extension of a widely-used haplotyping method, the PHASE algorithm, to settings where genetic material from several individuals has been pooled together, and the allele frequencies of each pool are determined in a single genotyping.

An analytical model for performance evaluation of multimedia applications over EDCA in an IEEE 802.11e WLAN

We extend the modeling heuristic of (Harsha et al. 2006. In IEEE IWQoS 06, pp 178 - 187) to evaluate the performance of an IEEE 802.11e infrastructure network carrying packet telephone calls, streaming video sessions and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We identify the time boundaries of activities on the channel (called channel slot boundaries) and derive a Markov Renewal Process of the contending nodes on these epochs. This is achieved by the use of attempt probabilities of the contending nodes as those obtained from the saturation fixed point analysis of (Ramaiyan et al. 2005. In Proceedings ACM Sigmetrics, `05. Journal version accepted for publication in IEEE TON). Regenerative analysis on this MRP yields the desired steady state performance measures. We then use the MRP model to develop an effective bandwidth approach for obtaining a bound on the size of the buffer required at the video queue of the AP, such that the streaming video packet loss probability is kept to less than 1%. The results obtained match well with simulations using the network simulator, ns-2. We find that, with the default IEEE 802.11e EDCA parameters for access categories AC 1, AC 2 and AC 3, the voice call capacity decreases if even one streaming video session and one TCP file download are initiated by some wireless station. Subsequently, reducing the voice calls increases the video downlink stream throughput by 0.38 Mbps and file download capacity by 0.14 Mbps, for every voice call (for the 11 Mbps PHY). We find that a buffer size of 75KB is sufficient to ensure that the video packet loss probability at the QAP is within 1%.

Hidden order in crackling noise during peeling of an adhesive tape

We address the longstanding problem of recovering dynamical information from noisy acoustic emission signals arising from peeling of an adhesive tape subject to constant traction velocity. Using the phase space reconstruction procedure we demonstrate the deterministic chaotic dynamics by establishing the existence of correlation dimension as also a positive Lyapunov exponent in a midrange of traction velocities. The results are explained on the basis of the model that also emphasizes the deterministic origin of acoustic emission by clarifying its connection to stick-slip dynamics.

An analytical model for the capacity estimation of combined VoIP and TCP file transfers over EDCA in an IEEE 802.11e WLAN

In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using Enhanced Distributed Channel Access (EDCA). We build upon the fixed point analysis and performance insights in [1]. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures.The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY).

Markov random fields and spatial smoothing in improving of forest inventory estimates

Markov random fields (MRF) are popular in image processing applications to describe spatial dependencies between image units. Here, we take a look at the theory and the models of MRFs with an application to improve forest inventory estimates. Typically, autocorrelation between study units is a nuisance in statistical inference, but we take an advantage of the dependencies to smooth noisy measurements by borrowing information from the neighbouring units. We build a stochastic spatial model, which we estimate with a Markov chain Monte Carlo simulation method. The smooth values are validated against another data set increasing our confidence that the estimates are more accurate than the originals.

Multivariate nonlinear ensemble prediction of daily chaotic rainfall with climate inputs

The basic characteristic of a chaotic system is its sensitivity to the infinitesimal changes in its initial conditions. A limit to predictability in chaotic system arises mainly due to this sensitivity and also due to the ineffectiveness of the model to reveal the underlying dynamics of the system. In the present study, an attempt is made to quantify these uncertainties involved and thereby improve the predictability by adopting a multivariate nonlinear ensemble prediction. Daily rainfall data of Malaprabha basin, India for the period 1955-2000 is used for the study. It is found to exhibit a low dimensional chaotic nature with the dimension varying from 5 to 7. A multivariate phase space is generated, considering a climate data set of 16 variables. The chaotic nature of each of these variables is confirmed using false nearest neighbor method. The redundancy, if any, of this atmospheric data set is further removed by employing principal component analysis (PCA) method and thereby reducing it to eight principal components (PCs). This multivariate series (rainfall along with eight PCs) is found to exhibit a low dimensional chaotic nature with dimension 10. Nonlinear prediction employing local approximation method is done using univariate series (rainfall alone) and multivariate series for different combinations of embedding dimensions and delay times. The uncertainty in initial conditions is thus addressed by reconstructing the phase space using different combinations of parameters. The ensembles generated from multivariate predictions are found to be better than those from univariate predictions. The uncertainty in predictions is decreased or in other words predictability is increased by adopting multivariate nonlinear ensemble prediction. The restriction on predictability of a chaotic series can thus be altered by quantifying the uncertainty in the initial conditions and also by including other possible variables, which may influence the system. (C) 2011 Elsevier B.V. All rights reserved.

NETGEM: Network Embedded Temporal GEnerative Model for gene expression data

Background: Temporal analysis of gene expression data has been limited to identifying genes whose expression varies with time and/or correlation between genes that have similar temporal profiles. Often, the methods do not consider the underlying network constraints that connect the genes. It is becoming increasingly evident that interactions change substantially with time. Thus far, there is no systematic method to relate the temporal changes in gene expression to the dynamics of interactions between them. Information on interaction dynamics would open up possibilities for discovering new mechanisms of regulation by providing valuable insight into identifying time-sensitive interactions as well as permit studies on the effect of a genetic perturbation. Results: We present NETGEM, a tractable model rooted in Markov dynamics, for analyzing the dynamics of the interactions between proteins based on the dynamics of the expression changes of the genes that encode them. The model treats the interaction strengths as random variables which are modulated by suitable priors. This approach is necessitated by the extremely small sample size of the datasets, relative to the number of interactions. The model is amenable to a linear time algorithm for efficient inference. Using temporal gene expression data, NETGEM was successful in identifying (i) temporal interactions and determining their strength, (ii) functional categories of the actively interacting partners and (iii) dynamics of interactions in perturbed networks. Conclusions: NETGEM represents an optimal trade-off between model complexity and data requirement. It was able to deduce actively interacting genes and functional categories from temporal gene expression data. It permits inference by incorporating the information available in perturbed networks. Given that the inputs to NETGEM are only the network and the temporal variation of the nodes, this algorithm promises to have widespread applications, beyond biological systems. The source code for NETGEM is available from https://github.com/vjethava/NETGEM

An analytical model for an IEEE~802.11 WLAN using DCF with two types of VoIP calls

In this paper we develop and numerically explore the modeling heuristic of using saturation attempt probabilities as state dependent attempt probabilities in an IEEE 802.11e infrastructure network carrying packet telephone calls and TCP controlled file downloads, using enhanced distributed channel access (EDCA). We build upon the fixed point analysis and performance insights. When there are a certain number of nodes of each class contending for the channel (i.e., have nonempty queues), then their attempt probabilities are taken to be those obtained from saturation analysis for that number of nodes. Then we model the system queue dynamics at the network nodes. With the proposed heuristic, the system evolution at channel slot boundaries becomes a Markov renewal process, and regenerative analysis yields the desired performance measures. The results obtained from this approach match well with ns2 simulations. We find that, with the default IEEE 802.11e EDCA parameters for AC 1 and AC 3, the voice call capacity decreases if even one file download is initiated by some station. Subsequently, reducing the voice calls increases the file download capacity almost linearly (by 1/3 Mbps per voice call for the 11 Mbps PHY)

Markov chain modeling of evolution of strains in reinforced concrete flexural beams

From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.

Methodology for Pavement Design Reliability and Back Analysis Using Markov Chain Monte Carlo Simulation

Given the increasing cost of designing and building new highway pavements, reliability analysis has become vital to ensure that a given pavement performs as expected in the field. Recognizing the importance of failure analysis to safety, reliability, performance, and economy, back analysis has been employed in various engineering applications to evaluate the inherent uncertainties of the design and analysis. The probabilistic back analysis method formulated on Bayes' theorem and solved using the Markov chain Monte Carlo simulation method with a Metropolis-Hastings algorithm has proved to be highly efficient to address this issue. It is also quite flexible and is applicable to any type of prior information. In this paper, this method has been used to back-analyze the parameters that influence the pavement life and to consider the uncertainty of the mechanistic-empirical pavement design model. The load-induced pavement structural responses (e.g., stresses, strains, and deflections) used to predict the pavement life are estimated using the response surface methodology model developed based on the results of linear elastic analysis. The failure criteria adopted for the analysis were based on the factor of safety (FOS), and the study was carried out for different sample sizes and jumping distributions to estimate the most robust posterior statistics. From the posterior statistics of the case considered, it was observed that after approximately 150 million standard axle load repetitions, the mean values of the pavement properties decrease as expected, with a significant decrease in the values of the elastic moduli of the expected layers. An analysis of the posterior statistics indicated that the parameters that contribute significantly to the pavement failure were the moduli of the base and surface layer, which is consistent with the findings from other studies. After the back analysis, the base modulus parameters show a significant decrease of 15.8% and the surface layer modulus a decrease of 3.12% in the mean value. The usefulness of the back analysis methodology is further highlighted by estimating the design parameters for specified values of the factor of safety. The analysis revealed that for the pavement section considered, a reliability of 89% and 94% can be achieved by adopting FOS values of 1.5 and 2, respectively. The methodology proposed can therefore be effectively used to identify the parameters that are critical to pavement failure in the design of pavements for specified levels of reliability. DOI: 10.1061/(ASCE)TE.1943-5436.0000455. (C) 2013 American Society of Civil Engineers.

Information dissemination in socially aware networks under the linear threshold model

We provide new analytical results concerning the spread of information or influence under the linear threshold social network model introduced by Kempe et al. in, in the information dissemination context. The seeder starts by providing the message to a set of initial nodes and is interested in maximizing the number of nodes that will receive the message ultimately. A node's decision to forward the message depends on the set of nodes from which it has received the message. Under the linear threshold model, the decision to forward the information depends on the comparison of the total influence of the nodes from which a node has received the packet with its own threshold of influence. We derive analytical expressions for the expected number of nodes that receive the message ultimately, as a function of the initial set of nodes, for a generic network. We show that the problem can be recast in the framework of Markov chains. We then use the analytical expression to gain insights into information dissemination in some simple network topologies such as the star, ring, mesh and on acyclic graphs. We also derive the optimal initial set in the above networks, and also hint at general heuristics for picking a good initial set.

A Markov Decision Theoretic Approach to Pilot Allocation and Receive Antenna Selection

This paper considers antenna selection (AS) at a receiver equipped with multiple antenna elements but only a single radio frequency chain for packet reception. As information about the channel state is acquired using training symbols (pilots), the receiver makes its AS decisions based on noisy channel estimates. Additional information that can be exploited for AS includes the time-correlation of the wireless channel and the results of the link-layer error checks upon receiving the data packets. In this scenario, the task of the receiver is to sequentially select (a) the pilot symbol allocation, i.e., how to distribute the available pilot symbols among the antenna elements, for channel estimation on each of the receive antennas; and (b) the antenna to be used for data packet reception. The goal is to maximize the expected throughput, based on the past history of allocation and selection decisions, and the corresponding noisy channel estimates and error check results. Since the channel state is only partially observed through the noisy pilots and the error checks, the joint problem of pilot allocation and AS is modeled as a partially observed Markov decision process (POMDP). The solution to the POMDP yields the policy that maximizes the long-term expected throughput. Using the Finite State Markov Chain (FSMC) model for the wireless channel, the performance of the POMDP solution is compared with that of other existing schemes, and it is illustrated through numerical evaluation that the POMDP solution significantly outperforms them.

Multivariate Granger causality: an estimation framework based on factorization of the spectral density matrix

Granger causality is increasingly being applied to multi-electrode neurophysiological and functional imaging data to characterize directional interactions between neurons and brain regions. For a multivariate dataset, one might be interested in different subsets of the recorded neurons or brain regions. According to the current estimation framework, for each subset, one conducts a separate autoregressive model fitting process, introducing the potential for unwanted variability and uncertainty. In this paper, we propose a multivariate framework for estimating Granger causality. It is based on spectral density matrix factorization and offers the advantage that the estimation of such a matrix needs to be done only once for the entire multivariate dataset. For any subset of recorded data, Granger causality can be calculated through factorizing the appropriate submatrix of the overall spectral density matrix.

Multivariate juggling probabilities

We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in one case can be explicitly written as a homogeneous symmetric polynomial. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in bounded time.

Model and parameter uncertainty in IDF relationships under climate change

Quantifying distributional behavior of extreme events is crucial in hydrologic designs. Intensity Duration Frequency (IDF) relationships are used extensively in engineering especially in urban hydrology, to obtain return level of extreme rainfall event for a specified return period and duration. Major sources of uncertainty in the IDF relationships are due to insufficient quantity and quality of data leading to parameter uncertainty due to the distribution fitted to the data and uncertainty as a result of using multiple GCMs. It is important to study these uncertainties and propagate them to future for accurate assessment of return levels for future. The objective of this study is to quantify the uncertainties arising from parameters of the distribution fitted to data and the multiple GCM models using Bayesian approach. Posterior distribution of parameters is obtained from Bayes rule and the parameters are transformed to obtain return levels for a specified return period. Markov Chain Monte Carlo (MCMC) method using Metropolis Hastings algorithm is used to obtain the posterior distribution of parameters. Twenty six CMIP5 GCMs along with four RCP scenarios are considered for studying the effects of climate change and to obtain projected IDF relationships for the case study of Bangalore city in India. GCM uncertainty due to the use of multiple GCMs is treated using Reliability Ensemble Averaging (REA) technique along with the parameter uncertainty. Scale invariance theory is employed for obtaining short duration return levels from daily data. It is observed that the uncertainty in short duration rainfall return levels is high when compared to the longer durations. Further it is observed that parameter uncertainty is large compared to the model uncertainty. (C) 2015 Elsevier Ltd. All rights reserved.